We need more information about your used setup to be able to help you.
Namely which flashcard you use, how you formated the SD card (used program and which format), if the SD card is compatible with your flashcard (do you use a SDXC card in a flashcard that dosn't support it?), where/how you installed the kernel on your flashcard (and if it's the right kernel for the right flashcard), if the used .nds files work on emulators on a PC or phone or not. Beside that it could be that you use a fake flashcard (they cloned/faked the hell out of the R4. It's ridiculous) e.g. you maybe use the offical R4 kernel on a R4 fake instead of the kernel that came with your flashcard (to test this you should try to use the kernel that came with your flashcard).

People seem to be missing the bolded part. You need a DS flashcart. Since its on an NDS, pretty much any will do. You also need an SD cart formatted to FAT to put roms (the .nds files) on, and the software for the flashcart.